CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 08-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2022 |
08-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1498 |
1.1480 |
-0.0018 |
-0.2% |
1.1201 |
| High |
1.1502 |
1.1489 |
-0.0013 |
-0.1% |
1.1525 |
| Low |
1.1460 |
1.1440 |
-0.0020 |
-0.2% |
1.1190 |
| Close |
1.1486 |
1.1456 |
-0.0030 |
-0.3% |
1.1491 |
| Range |
0.0042 |
0.0049 |
0.0007 |
15.5% |
0.0335 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
494 |
824 |
330 |
66.8% |
5,718 |
|
| Daily Pivots for day following 08-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1607 |
1.1580 |
1.1483 |
|
| R3 |
1.1559 |
1.1532 |
1.1469 |
|
| R2 |
1.1510 |
1.1510 |
1.1465 |
|
| R1 |
1.1483 |
1.1483 |
1.1460 |
1.1472 |
| PP |
1.1462 |
1.1462 |
1.1462 |
1.1456 |
| S1 |
1.1435 |
1.1435 |
1.1452 |
1.1424 |
| S2 |
1.1413 |
1.1413 |
1.1447 |
|
| S3 |
1.1365 |
1.1386 |
1.1443 |
|
| S4 |
1.1316 |
1.1338 |
1.1429 |
|
|
| Weekly Pivots for week ending 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2405 |
1.2282 |
1.1674 |
|
| R3 |
1.2071 |
1.1948 |
1.1582 |
|
| R2 |
1.1736 |
1.1736 |
1.1552 |
|
| R1 |
1.1613 |
1.1613 |
1.1521 |
1.1675 |
| PP |
1.1402 |
1.1402 |
1.1402 |
1.1432 |
| S1 |
1.1279 |
1.1279 |
1.1460 |
1.1340 |
| S2 |
1.1067 |
1.1067 |
1.1429 |
|
| S3 |
1.0733 |
1.0944 |
1.1399 |
|
| S4 |
1.0398 |
1.0610 |
1.1307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1525 |
1.1311 |
0.0214 |
1.9% |
0.0080 |
0.7% |
68% |
False |
False |
1,063 |
| 10 |
1.1525 |
1.1164 |
0.0361 |
3.1% |
0.0078 |
0.7% |
81% |
False |
False |
1,139 |
| 20 |
1.1525 |
1.1164 |
0.0361 |
3.1% |
0.0071 |
0.6% |
81% |
False |
False |
786 |
| 40 |
1.1525 |
1.1164 |
0.0361 |
3.1% |
0.0067 |
0.6% |
81% |
False |
False |
516 |
| 60 |
1.1525 |
1.1164 |
0.0361 |
3.1% |
0.0064 |
0.6% |
81% |
False |
False |
459 |
| 80 |
1.1750 |
1.1164 |
0.0586 |
5.1% |
0.0056 |
0.5% |
50% |
False |
False |
363 |
| 100 |
1.1853 |
1.1164 |
0.0689 |
6.0% |
0.0051 |
0.4% |
42% |
False |
False |
298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1695 |
|
2.618 |
1.1615 |
|
1.618 |
1.1567 |
|
1.000 |
1.1537 |
|
0.618 |
1.1518 |
|
HIGH |
1.1489 |
|
0.618 |
1.1470 |
|
0.500 |
1.1464 |
|
0.382 |
1.1459 |
|
LOW |
1.1440 |
|
0.618 |
1.1410 |
|
1.000 |
1.1392 |
|
1.618 |
1.1362 |
|
2.618 |
1.1313 |
|
4.250 |
1.1234 |
|
|
| Fisher Pivots for day following 08-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1464 |
1.1482 |
| PP |
1.1462 |
1.1474 |
| S1 |
1.1459 |
1.1465 |
|